Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity
Year of publication: |
2011
|
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Authors: | Del Moral, Pierre |
Other Persons: | Remillard, Bruno (contributor) ; Rubenthaler, Sylvain (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (28 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 30, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1703906 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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